Econometrics I

Raul Riva · Part I · FGV EPGE · 2026

Course repository Syllabus Problem sets

Lectures

00 Class Setup Slides PDF
01 Non-Parametric Estimation Slides PDF
02 Bootstrap 101 Slides PDF
03 Building Blocks for Time Series Slides PDF
04 Lag Operator, MA Models, and AR Models Slides PDF
05 ARMA Models and the Wold Decomposition coming soon
06 Estimation of ARMA Models coming soon
07 LLN and CLTs for Time Series coming soon
08 Unit Roots, AR-DL Models, and Granger Causality coming soon
09 The GMM Estimator - Part I coming soon
10 The GMM Estimator - Part II coming soon

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